+390.4%
PH vs RVMD
+510.7%
-120.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | +4.3% | -10.4% | +14.7% | +6.0% |
| 30D | +0.1% | -11.0% | +11.1% | +1.6% |
| 3M | -9.4% | -14.7% | +5.3% | -7.7% |
| 6M | +8.8% | +14.9% | -6.2% | +5.7% |
| YTD | +9.6% | +116.3% | -106.7% | -6.0% |
| 1Y | +14.4% | +167.6% | -153.2% | -5.4% |
| 3Y | +134.5% | +776.8% | -642.3% | +56.2% |
| 5Y | +204.4% | +424.8% | -220.4% | +103.3% |
| All | +390.4% | +510.7% | -120.4% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling